+46.0%
WM vs M
+117.7%
-71.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.3% |
| 7D | -0.3% | +4.7% | -5.0% | -0.3% |
| 30D | -2.4% | -9.6% | +7.3% | -2.3% |
| 3M | +0.4% | +0.9% | -0.4% | +0.4% |
| 6M | -9.5% | +22.3% | -31.8% | -9.7% |
| YTD | +0.5% | +6.5% | -6.0% | +0.5% |
| 1Y | -1.1% | +38.8% | -39.9% | -1.6% |
| All | +46.0% | +117.7% | -71.7% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling